Makie.jl plots

This page shows an example of plotting MCMCChains.jl with Makie.jl. The example is meant to provide an useful basis to build upon. Let's define some random chain and load the required packages:

using MCMCChains

chns = Chains(randn(300, 5, 3), [:A, :B, :C, :D, :E])

Chains MCMC chain (300×5×3 Array{Float64, 3}):

Iterations        = 1:1:300
Number of chains  = 3
Samples per chain = 300
parameters        = A, B, C, D, E

Summary Statistics
  parameters      mean       std   naive_se      mcse         ess      rhat
      Symbol   Float64   Float64    Float64   Float64     Float64   Float64

           A    0.0324    1.0226     0.0341    0.0345    915.3818    1.0016
           B    0.0080    0.9717     0.0324    0.0315    831.5448    1.0016
           C    0.0038    1.0124     0.0337    0.0356    868.9161    0.9997
           D   -0.0481    0.9906     0.0330    0.0319    917.3192    1.0012
           E    0.0060    0.9734     0.0324    0.0339   1039.1511    1.0003

Quantiles
  parameters      2.5%     25.0%     50.0%     75.0%     97.5%
      Symbol   Float64   Float64   Float64   Float64   Float64

           A   -2.0496   -0.6946    0.0758    0.7028    2.1171
           B   -1.8296   -0.6719    0.0039    0.6825    1.9137
           C   -1.9518   -0.6502   -0.0133    0.6851    1.9428
           D   -2.0363   -0.6882   -0.0158    0.6090    1.8324
           E   -1.8552   -0.6468    0.0328    0.6693    1.8702

A basic way to visualize the chains is to show the drawn samples at each iteration. Colors depict different chains.

using CairoMakie
CairoMakie.activate!(; type="svg")

params = names(chns, :parameters)

n_chains = length(chains(chns))
n_samples = length(chns)

fig = Figure(; resolution=(1_000, 800))

for (i, param) in enumerate(params)
    ax = Axis(fig[i, 1]; ylabel=string(param))
    for chain in 1:n_chains
        values = chns[:, param, chain]
        lines!(ax, 1:n_samples, values; label=string(chain))
    end

    hideydecorations!(ax; label=false)
    if i < length(params)
        hidexdecorations!(ax; grid=false)
    else
        ax.xlabel = "Iteration"
    end
end

fig

Next, we can add a second row of plots next to it which show the density estimate for these samples:

for (i, param) in enumerate(params)
    ax = Axis(fig[i, 2]; ylabel=string(param))
    for chain in 1:n_chains
        values = chns[:, param, chain]
        density!(ax, values; label=string(chain))
    end

    hideydecorations!(ax)
    if i < length(params)
        hidexdecorations!(ax; grid=false)
    else
        ax.xlabel = "Parameter estimate"
    end
end

axes = [only(contents(fig[i, 2])) for i in 1:length(params)]
linkxaxes!(axes...)

fig

Finally, let's add a simple legend. Thanks to setting label above, this legend will have the right labels:

axislegend(first(axes))

fig